We spent 2 2-week vacations on Anegada and enjoyed them immensley. First time we stayed at one of the houses owned by the Anegada reef hotel, and later at the 'bonefish villa'. The whole southside of the island is a bonefish flat, a bit dark and high at high tide, but eminently DIY wadeable. Bonefish numbers are not as large as on Andros, for instance, but the fish are bigger. There is some permit (in march anyway, as well as ample 40-60 lb tarpon. North side of the island has spectacular beaches and great jack/cuda fishing from shore, as well as diving and snorkelling. You can (could?) rent a Suzuki jeep (DW rentals???) quite reasonably and jounce all over the island.
There is a couple top-end guides on the island (Garfield and Kevin Faulkner) and maybe 1/2 doz others. Northside beachside restaurants have absolutely great food, as does Anegada reef and Neptune's treasure on the south side. Neptune's treasure also has a bakery with sumptionus fresh morning pastries.
There is very little shopping, entertainment, etc, on the island; however, ferry and shorthop flights to Tortola are frequent and reasonable, although you will spend the whole day doing a trip over there.
Anegada is among my favorite islands in the carribean. Not sure what more to say, but post or p.m. if you'd like more info.
One last thing. if there are 4 or more of you, look into an air taxi from San Juan. It's no more expensive than a regular flight, and leaves whenever you are ready.